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On optimal stopping with incomplete data

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Probability Theory and Mathematical Statistics

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. Liptzer R. Sh., Shiryayev A. N. Statistics of random processes. M., "Nauka", 1974, 696p.

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  2. Dochviri V. M., Shashiashvili M. A. On the convergence of costs in the problem of optimal stopping of stochastic processes in the scheme of Kalman-Bucy. Commun. Statist. Sequential Analysis, 1 (3), 1982, p.163–176.

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  3. Fahrmann H. H. On optimal stopping of a Wiener process with incomplete data. Teor. Veroyatn. i Primen., 1978, v.23, No1, p.143–148.

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  4. Shepp L. A. Explicit solutions to some problems of optimal stopping. Ann. Math. Statist., 40,3 (1969), p.993–1010.

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  5. Dochviri V. M., Shashiashvili M. A. On the convergence of cost functions in a discrete problem of optimal stopping with incomplete data. Bulletin of the Acad. of Sci. of the Georgian SSR, 109, No1, 1983.

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  6. Dochviri V. M. On the convergence of costs in the case of approximation of a continuous scheme of Kalman-Bucy by discrete schemes. Proceedings of Tbilisi University, 1983, v.15, p.65–76.

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Authors and Affiliations

  1. Tbilisi State University, Japan

    V. M. Dochviri

Authors
  1. V. M. Dochviri
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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Dochviri, V.M. (1988). On optimal stopping with incomplete data. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078461

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  • DOI: https://doi.org/10.1007/BFb0078461

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

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